LEU Moves

Centrus Energy Corp LEU 92.58 -3.09 -3.23%

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Expected move

November 04, 2026 close · $92.39

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±10.9% ±$10.03	$82.36 – $102.42	$79.82 – $104.96	$70.52 – $114.26
2 sessions Earnings	±11.9% ±$11.04	$81.35 – $103.43	$78.64 – $106.14	$68.46 – $116.32
3 sessions Earnings	±13.0% ±$11.98	$80.41 – $104.37	$77.64 – $107.14	$66.67 – $118.11
1 week Earnings	±14.2% ±$13.11	$79.28 – $105.50	$76.11 – $108.67	$64.83 – $119.95
2 weeks Earnings	±16.5% ±$15.28	$77.11 – $107.67	$73.51 – $111.27	$60.16 – $124.62
3 weeks Earnings	±18.5% ±$17.09	$75.30 – $109.48	$71.23 – $113.55	$56.47 – $128.31
1 month Earnings	±20.5% ±$18.98	$73.41 – $111.37	$68.83 – $115.95	$52.48 – $132.30

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LEU reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±16.04%

Average actual move

17.14%

Beyond the implied move

1 / 2

Median IV change

+11.93%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±16.43%	+12.27%	0.75×	—
May 08, 2025	±15.66%	+22.01%	1.41×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →